Anic Equity¶

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Total return since start: 0.618 %¶

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Equity now: -----------------------------> 49415.46 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45354.25 Kr¶

PnL: ---------------------------------------> 298.25 Kr¶

DD now: ---------------------------------> -6.975 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 12:27:17.259938'

Anic Portfolio¶

Today¶

Return: 1.109 %¶

This Week¶

Return: 0.228 %¶

Total portfolio value¶

Return including deposits: 61.774 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.520000 1669.500000 200.500000 13.650000 1468.999998
Sedana Medical 93 5.140000 2700.720000 179.720000 7.130000 2521.000011
Orrön Energy 180 5.340000 2166.300000 123.300000 6.040000 2043.000000
Platzer Fastigheter Holding B 12 5.450000 1022.400000 61.400000 6.390000 960.999996
Atrium Ljungberg B 5 4.150000 992.000000 57.000000 6.100000 935.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
JM 6 3.140000 905.400000 41.400000 4.790000 864.000000
Sagax B 4 3.230000 894.800000 40.800000 4.780000 854.000000
Catena 2 3.340000 830.000000 38.000000 4.800000 792.000000
Hoist Finance 35 1.050000 1015.000000 35.000000 3.570000 980.000000
Hexatronic Group 12 1.880000 986.400000 19.400000 2.010000 966.999996
Gränges 9 1.940000 945.900000 17.900000 1.930000 927.999999
BioGaia B 8 1.280000 946.400000 16.400000 1.760000 930.000000
Bilia A 8 1.780000 916.000000 16.000000 1.780000 900.000000
Clas Ohlson B 12 0.060000 975.000000 2.000000 0.210000 972.999996
HEXPOL B 9 -0.530000 1022.400000 1.400000 0.140000 1020.999996
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
Byggmax Group 33 0.000000 953.040000 -2.960000 -0.310000 956.000001
EQT 4 -0.390000 824.800000 -7.200000 -0.870000 832.000000
OX2 13 0.180000 942.240000 -7.760000 -0.820000 949.999999
Biotage 7 -1.410000 929.600000 -11.400000 -1.210000 940.999997
ASSA ABLOY B 3 -1.080000 767.400000 -11.600000 -1.490000 779.000001
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
VEF 909 0.400000 1825.270000 -24.730000 -1.340000 1850.000436
SKF B 5 -2.470000 909.000000 -31.000000 -3.300000 940.000000
Addnode Group B 11 -1.890000 884.400000 -36.600000 -3.970000 921.000003
Indutrade 5 1.160000 1174.500000 -43.500000 -3.570000 1218.000000
Latour B 4 -0.590000 813.200000 -43.800000 -5.110000 857.000000
Vitec Software Group B 2 -0.100000 1041.000000 -46.000000 -4.230000 1087.000000
Hexagon B 26 0.310000 3400.800000 -60.200000 -1.740000 3461.000010
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
Bufab 3 -1.940000 1032.600000 -76.400000 -6.890000 1109.000001
BHG Group 97 1.930000 1381.280000 -77.720000 -5.330000 1458.999989
TOTAL 45354.250000 298.250000 -6.97452% 45056.000411

Updated:¶

'2023-07-04 12:27:34.146342'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶